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CALI vs. USFR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CALI vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short-Term California Muni Active ETF (CALI) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

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CALI vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023
CALI
iShares Short-Term California Muni Active ETF
0.30%3.28%2.84%1.97%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
0.93%4.23%5.47%2.36%

Returns By Period

In the year-to-date period, CALI achieves a 0.30% return, which is significantly lower than USFR's 0.93% return.


CALI

1D
0.07%
1M
-0.46%
YTD
0.30%
6M
0.80%
1Y
2.75%
3Y*
5Y*
10Y*

USFR

1D
0.00%
1M
0.27%
YTD
0.93%
6M
2.02%
1Y
4.10%
3Y*
4.89%
5Y*
3.52%
10Y*
2.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CALI vs. USFR - Expense Ratio Comparison

CALI has a 0.08% expense ratio, which is lower than USFR's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

CALI vs. USFR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CALI
CALI Risk / Return Rank: 9595
Overall Rank
CALI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CALI Sortino Ratio Rank: 9696
Sortino Ratio Rank
CALI Omega Ratio Rank: 9797
Omega Ratio Rank
CALI Calmar Ratio Rank: 9393
Calmar Ratio Rank
CALI Martin Ratio Rank: 9595
Martin Ratio Rank

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CALI vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short-Term California Muni Active ETF (CALI) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CALIUSFRDifference

Sharpe ratio

Return per unit of total volatility

2.53

14.37

-11.85

Sortino ratio

Return per unit of downside risk

3.29

42.77

-39.47

Omega ratio

Gain probability vs. loss probability

1.63

10.64

-9.01

Calmar ratio

Return relative to maximum drawdown

3.51

103.73

-100.22

Martin ratio

Return relative to average drawdown

15.32

661.88

-646.56

CALI vs. USFR - Sharpe Ratio Comparison

The current CALI Sharpe Ratio is 2.53, which is lower than the USFR Sharpe Ratio of 14.37. The chart below compares the historical Sharpe Ratios of CALI and USFR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CALIUSFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

14.37

-11.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

8.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

3.00

Sharpe Ratio (All Time)

Calculated using the full available price history

2.76

1.57

+1.19

Correlation

The correlation between CALI and USFR is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CALI vs. USFR - Dividend Comparison

CALI's dividend yield for the trailing twelve months is around 2.57%, less than USFR's 4.00% yield.


TTM2025202420232022202120202019201820172016
CALI
iShares Short-Term California Muni Active ETF
2.57%2.62%3.14%1.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
4.00%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%

Drawdowns

CALI vs. USFR - Drawdown Comparison

The maximum CALI drawdown since its inception was -0.78%, smaller than the maximum USFR drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for CALI and USFR.


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Drawdown Indicators


CALIUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-0.78%

-1.36%

+0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-0.78%

-0.04%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

Current Drawdown

Current decline from peak

-0.46%

0.00%

-0.46%

Average Drawdown

Average peak-to-trough decline

-0.08%

-0.16%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

0.01%

+0.17%

Volatility

CALI vs. USFR - Volatility Comparison

iShares Short-Term California Muni Active ETF (CALI) has a higher volatility of 0.34% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that CALI's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CALIUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

0.09%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

0.52%

0.19%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

1.09%

0.29%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.13%

0.41%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.13%

0.81%

+0.32%